More on the differences between reported and actual U.S. central bank foreign exchange intervention

An analysis of the differential impacts of reported and actual U.S. foreign exchange intervention on the mean and conditional variance of the Deutschemark-to-dollar and yen-to-dollar exchange rates. For part of the sample period, the impact of intervention on the variance of the exchange rates is shown to depend on whether the intervention was reported.

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Year of publication:	1995
Authors:	Osterberg, William P. ; Humes, Rebecca Wetmore
Institutions:	Federal Reserve Bank of Cleveland
Subject:	Foreign exchange \| Law and legislation

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Extent:	application/pdf
Series:	Working Paper.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 9501
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005428224